+13.3%
ANET vs HYG
+1.2%
+12.1%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -0.3% | -10.5% | -9.2% |
| 7D | -13.6% | -0.4% | -13.2% | -11.6% |
| 30D | -26.1% | 0.0% | -26.1% | -25.7% |
| 3M | -19.3% | -2.3% | -17.1% | -9.1% |
| 6M | -6.5% | -1.3% | -5.2% | +0.8% |
| YTD | +21.5% | -0.3% | +21.7% | +23.3% |
| 1Y | +13.3% | +1.2% | +12.2% | +4.4% |
| All | +13.3% | +1.2% | +12.1% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HYG.
Daily Out/Under-Performance
Portfolio return minus HYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HYG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded HYG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling